Empirical Research on Soybean Futures Option Pricing Based on Weighted Least Squares Quasi-Monte Carlo

2019 ◽  
Author(s):  
Lili Xu ◽  
Sujuan Pan ◽  
Ting Cheng Chang
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Least Squares ◽  
Empirical Research ◽  
Weighted Least Squares ◽  
Quasi Monte Carlo

Monte Carlo & Quasi-Monte Carlo approach in option pricing

2012 ◽  
Author(s):  
M. A. Maasar ◽  
N. A. M. Nordin ◽  
M. Anthonyrajah ◽  
W. M. W. Zainodin ◽  
A. M. Yamin
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Monte Carlo Approach ◽  
Quasi Monte Carlo

scholarly journals Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing

2019 ◽  
Author(s):  
Damir Filipovic ◽  
Kathrin Glau ◽  
Yuji Nakatsukasa ◽  
Francesco Statti
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Least Squares
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